It is set in the early 1930s, and follows black jazz musicians, the Louis Lester Band, as they find fame amongst the parties and performances of London's upper class society.

Further, from a new profile of Ejiofor, discussing the series with the UK's Independent paper, the series...

... exposes the interaction between black musicians and the British aristocracy via a fictional jazz band, led by the pianist Louis Lester, played by the 36-year-old Ejiofor. He loved the role, which was loosely based on the cabaret star "Hutch" (Leslie Hutchinson), finding the "racial concepts" fascinating – "the ideas we perceive now as liberal, and the formation of those ideas at a time when there's a rising idea of fascism and the real polarisation of race and class".

Dancing on the Edge is the 2nd British TV series that Ejiofor has done in about as many years; recall he starred in Hugo Blick's crime drama series,The Shadow Line.